Impact of Water Management Policies on Volatility Transmission in the Energy Sector
Elif Gormus,
Katharine Harrell
Abstract:Purpose: This study evaluates the impact of the water management policies of energy companies on their volatility interactions with energy commodities. Design/methodology: We tested for volatility transmissions between 66 energy funds and fossil-fuel commodities. After identifying possible integrations, we investigated whether water management policies, after controlling for other fund characteristics, impact the probability of integration. Results: Our findings indicate strong volatility transmission from oil… Show more
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